Discrete Time Approximations And Limit Theorems
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Discrete-Time Approximations and Limit Theorems
Author: Yuliya Mishura
language: en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date: 2021-10-25
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays.
Discrete-Time Approximations and Limit Theorems
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays.
Approximation Methods and Analytical Modeling Using Partial Differential Equations
Author: Tamara Fastovska
language: en
Publisher: Frontiers Media SA
Release Date: 2025-03-28
Adequate mathematical modeling is the key to success for many real-world projects in engineering, medicine, and other applied areas. As soon as an appropriate mathematical model is developed, it can be comprehensively analyzed by a broad spectrum of available mathematical methods. For example, compartmental models are widely used in mathematical epidemiology to describe the dynamics of infectious diseases and in mathematical models of population genetics. While the existence of an optimal solution under certain condition can be often proved rigorously, this does not always mean that such a solution is easy to implement in practice. Finding a reasonable approximation can in itself be a challenging research problem. This Research Topic is devoted to modeling, analysis, and approximation problems whose solutions exploit and explore the theory of partial differential equations. It aims to highlight new analytical tools for use in the modeling of problems arising in applied sciences and practical areas. Researchers are invited to submit articles that investigate the qualitative behavior of weak solutions (removability conditions for singularities), the dependence of the local asymptotic property of these solutions on initial and boundary data, and also the existence of solutions. Contributors are particularly encouraged to focus on anisotropic models: analyzing the preconditions on the strength of the anisotropy, and comparing the analytical estimates for the growth behavior of the solutions near the singularities with the observed growth in numerical simulations. The qualitative analysis and analytical results should be confirmed by the numerically observed solution behavior.